Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.571 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 47984.72 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46589.82 Kr¶

PnL: ---------------------------------------> -298.75 Kr¶

DD now: ---------------------------------> -1.327 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-18 15:01:30.897089'

Anic Portfolio¶

Today¶

Return: 0.572 %¶

This Week¶

Return: 0.949 %¶

Total¶

Return: 57.09 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.610000 2852.500000 216.500000 8.210000 2636.000010
Beijer Electronics Group 26 -0.500000 3088.800000 117.800000 3.960000 2971.000006
Samhällsbyggnadsbo. i Norden B 20 0.370000 435.600000 80.600000 22.700000 355.000000
Corem Property Group B 59 -1.070000 655.490000 78.490000 13.600000 576.999999
Boozt 12 0.140000 1708.800000 54.800000 3.310000 1653.999996
HMS Networks 2 0.720000 724.800000 51.800000 7.700000 673.000000
FM Mattsson Mora Group B 50 -0.170000 2965.000000 38.000000 1.300000 2927.000000
SAAB B 8 0.590000 3414.400000 37.400000 1.110000 3377.000000
OEM International B 7 1.130000 562.100000 34.100000 6.460000 527.999997
Intrum 4 1.320000 553.400000 26.400000 5.010000 527.000000
Norva24 Group 16 4.070000 564.160000 21.160000 3.900000 543.000000
Coor Service Management Hold. 8 0.880000 551.600000 19.600000 3.680000 532.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 577.500000 15.500000 2.760000 562.000005
Eastnine 4 0.000000 505.600000 14.600000 2.970000 491.000000
Samhällsbyggnadsbo. i Norden D 12 -0.090000 259.440000 13.440000 5.460000 246.000000
MedCap 2 -2.050000 431.000000 10.000000 2.380000 421.000000
AcadeMedia 12 0.940000 565.920000 8.920000 1.600000 557.000004
Resurs Holding 22 0.650000 582.340000 8.340000 1.450000 573.999998
Karnov Group 9 -1.480000 540.000000 4.000000 0.750000 536.000004
Swedbank A 3 1.450000 567.150000 3.150000 0.560000 564.000000
Securitas B 6 0.460000 572.040000 2.040000 0.360000 570.000000
Creaspac SPAC 6 -0.100000 577.800000 0.800000 0.140000 577.000002
Handelsbanken A 5 0.050000 544.250000 -1.750000 -0.320000 546.000000
Essity B 2 -1.380000 572.000000 -2.000000 -0.350000 574.000000
Essity A 4 -1.890000 1144.000000 -5.000000 -0.440000 1149.000000
CTEK 13 1.140000 528.840000 -5.160000 -0.970000 533.999999
Nordea Bank Abp 29 -0.070000 3446.940000 -7.060000 -0.200000 3453.999992
Midsona B 63 -1.400000 575.190000 -7.810000 -1.340000 582.999984
International Petroleum Corp. 5 2.210000 555.000000 -39.570000 -6.660000 594.565215
Vivesto 1368 2.060000 570.460000 -42.540000 -6.940000 612.999432
Sampo Oyj SDB 7 -0.090000 3776.500000 -73.500000 -1.910000 3850.000000
OX2 18 1.070000 1530.000000 -134.000000 -8.050000 1663.999992
Axfood 13 0.580000 3608.800000 -147.200000 -3.920000 3756.000001
Ovzon 52 3.890000 3052.400000 -309.600000 -9.210000 3361.999992
Fasadgruppen Group 35 -0.810000 3430.000000 -381.000000 -10.000000 3810.999990
TOTAL 46589.820000 -298.750000 -1.32669% 46888.564618

Updated:¶

'2023-01-18 15:01:43.230924'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶